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Sophisticated Investors and Market Efficiency · Study

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ArticleSophisticated Investors and Market Efficiency

Jeremy C. Stein2009

Article2009

Sophisticated Investors and Market Efficiency

Jeremy C. Stein

41 citations·0/0 files stored·The Journal of Finance

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Financial Markets and Investment Strategies Corporate Finance and Governance Financial Analysis and Corporate Governance

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References

1993Returns to Buying Winners and Selling Losers: Implications for Stock Market Efficiency 1990Noise Trader Risk in Financial Markets 1995The Limits of Arbitrage 2008Market Liquidity and Funding Liquidity 1994Contrarian Investment, Extrapolation, and Risk 1999A Unified Theory of Underreaction, Momentum Trading, and Overreaction in Asset Markets 1980On the Impossibility of Informationally Efficient Markets 1992Liquidation Values and Debt Capacity: A Market Equilibrium Approach

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2010Hedge Fund Leverage 2011Financing Constraints and the Amplification of Aggregate Downturns

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2009Presidential Address: Sophisticated Investors and Market Efficiencyarticle · 24 shared references 2015Alphanomics: The Informational Underpinnings of Market Efficiencyarticle · 12 shared references 2010Limits of Arbitragereview · 11 shared references 2018Psychology-Based Models of Asset Prices and Trading Volumechapter · 11 shared references 2010Limits of Arbitrage: The State of the Theorypreprint · 11 shared references 2010Limits of Arbitrage: The State of the Theorypreprint · 11 shared references

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Year2009

Typearticle

Published2009-01-01

VenueThe Journal of Finance

ISSN-L0022-1082

Languageen

Citations41

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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openalex_workW1576196910

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